-100.0%
EDZ vs VT
+607.8%
-707.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.1% |
| 7D | +6.7% | -1.6% | +8.3% | +1.6% |
| 30D | +34.0% | -2.5% | +36.4% | +24.9% |
| 3M | +13.0% | -1.3% | +14.3% | +12.1% |
| 6M | -3.7% | +3.1% | -6.8% | +21.0% |
| YTD | -45.4% | +10.9% | -56.4% | -4.9% |
| 1Y | -44.4% | +12.1% | -56.5% | +1.1% |
| 3Y | -83.9% | +73.9% | -157.8% | +53.7% |
| 5Y | -75.2% | +58.0% | -133.2% | +138.1% |
| 10Y | -98.2% | +225.5% | -323.6% | +476.8% |
| All | -100.0% | +607.8% | -707.8% | +528.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling